Article ID Journal Published Year Pages File Type
5055428 Economic Modelling 2011 12 Pages PDF
Abstract
► A new methodology for constructing historical financial series for the Euro Area. ► Aggregation based on sliding weights. ► The weights account for the degree of financial integration.
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
Financial integration and the construction of historical financial data for the Euro Area
Authors
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